+1.3%
FSLR vs CTAS
-1.7%
+3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | 0.0% | -1.8% | +1.8% | -0.1% |
| 30D | -13.7% | -0.2% | -13.5% | -13.7% |
| 3M | -35.1% | +11.7% | -46.8% | -34.9% |
| 6M | +3.6% | +0.7% | +2.9% | +4.6% |
| YTD | -21.7% | +7.4% | -29.1% | -21.1% |
| 1Y | +1.3% | -2.1% | +3.4% | +3.0% |
| All | +1.3% | -1.7% | +3.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling